Regularized OFU: an Efficient UCB Estimator forNon-linear Contextual Bandit

Balancing exploration and exploitation (EE) is a fundamental problem in contex-tual bandit. One powerful principle for EE trade-off isOptimism in Face of Uncer-tainty(OFU), in which the agent takes the action according to an upper confidencebound (UCB) of reward. OFU has achieved (near-)optimal regret bound for lin-ear/kernel contextual bandits. However, it is in general unknown how to deriveefficient and effective EE trade-off methods for non-linearcomplex tasks, suchas contextual bandit with deep neural network as the reward function. In thispaper, we propose a novel OFU algorithm namedregularized OFU(ROFU). InROFU, we measure the uncertainty of the reward by a differentiable function andcompute the upper confidence bound by solving a regularized optimization prob-lem. We prove that, for multi-armed bandit, kernel contextual bandit and neuraltangent kernel bandit, ROFU achieves (near-)optimal regret bounds with certainuncertainty measure, which theoretically justifies its effectiveness on EE trade-off.Importantly, ROFU admits a very efficient implementation with gradient-basedoptimizer, which easily extends to general deep neural network models beyondneural tangent kernel, in sharp contrast with previous OFU methods. The em-pirical evaluation demonstrates that ROFU works extremelywell for contextualbandits under various settings.

Understanding Human Behaviors in Crowds by Imitating the Decision-Making Process

Crowd behavior understanding is crucial yet challenging across a wide range of applications, since crowd behavior is inherently determined by a sequential decision-making process based on various factors, such as the pedestrians' own destinations, interaction with nearby pedestrians and anticipation of upcoming events. In this paper, we propose a novel framework of Social-Aware Generative Adversarial Imitation Learning (SA-GAIL) to mimic the underlying decision-making process of pedestrians in crowds. Specifically, we infer the latent factors of human decision-making process in an unsupervised manner by extending the Generative Adversarial Imitation Learning framework to anticipate future paths of pedestrians. Different factors of human decision making are disentangled with mutual information maximization, with the process modeled by collision avoidance regularization and Social-Aware LSTMs. Experimental results demonstrate the potential of our framework in disentangling the latent decision-making factors of pedestrians and stronger abilities in predicting future trajectories.